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Fluctuation analysis of stellar x-ray binary systems
7 references·0 citing·22 second hop
Fluctuation analysis of stellar x-ray binary systems (2003)Fluctuation analysis of stellar x-ray bin…Effect of nonstationarities on detrended fluctuation analysis (2002)Effect of nonstationarities o…Power spectrum and detrended fluctuation analysis: Application to daily temperatures (2000)Power spectrum and detrended …Detrended fluctuation analysis of rainfall and streamflow time series (2000)Detrended fluctuation analysi…An Introduction to Econophysics: Correlations and Complexity in Finance (2000)An Introduction to Econophysi…Statistical properties of the volatility of price fluctuations (1999)Statistical properties of the…Indication of a Universal Persistence Law Governing Atmospheric Variability (1998)Indication of a Universal Per…Scaling behaviour in the dynamics of an economic index (1995)Scaling behaviour in the dyna…Efficient Capital Markets: A Review of Theory and Empirical Work (1970)The Pricing of Options and Corporate Liabilities (1973)Option pricing: A simplified approach (1979)Multifractal detrended fluctuation analysis of nonstationary time series (2002)The Variation of Certain Speculative Prices (1963)The Behavior of Stock-Market Prices (1965)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Scaling and criticality in a stochastic multi-agent model of a financial market (1999)Empirical properties of asset returns: stylized facts and statistical issues (2001)Anomalous fluctuations in the dynamics of complex systems: from DNA and physiology to econophysics (1996)Fractal analysis of river flow fluctuations (2007)Effect of extreme data loss on long-range correlated and anticorrelated signals quantified by detrended fluctuation analysis (2010)ESTIMATORS FOR LONG-RANGE DEPENDENCE: AN EMPIRICAL STUDY (1995)Detecting long-range correlations with detrended fluctuation analysis (2001)Effect of trends on detrended fluctuation analysis (2001)DCCA cross-correlation coefficient: Quantifying level of cross-correlation (2010)Statistical tests for power-law cross-correlated processes (2011)Generalized autoregressive conditional heteroskedasticity (1986)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series (1999)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)Random matrix approach to cross correlations in financial data (2002)
this work references cited by second hop

References

  • 2000An Introduction to Econophysics: Correlations and Complexity in Finance2,398 cited
  • 1995Scaling behaviour in the dynamics of an economic index1,754 cited
  • 2002Effect of nonstationarities on detrended fluctuation analysis958 cited
  • 1999Statistical properties of the volatility of price fluctuations730 cited
  • 1998Indication of a Universal Persistence Law Governing Atmospheric Variability659 cited
  • 2000Power spectrum and detrended fluctuation analysis: Application to daily temperatures388 cited
  • 2000Detrended fluctuation analysis of rainfall and streamflow time series168 cited

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